Despite its varying support on different mail clients, I've come to appreciate the X-Priority header in e-mail messages. (And, unfortunately, many people raised on Outlook and similar mail programs have come to expect that you'll jump up and down when they flag their message as important.) Mail.app doesn't seem to have built-in support for it, so here's a few tips on adding that functionality.

For outgoing mail, all you need to do is install the MailPriority plugin, which will give you a toolbar and keystroke shortcut to setting the priority for your messages during composition.

To make sure that messages flagged as having a high priority are distinguished in your in box, I suggest creating a new Mail.app Rule. When you pull up the Rules dialogue, first click on "Add Rule". Then click-hold on the "From" in the first condition line. You'll see an option to "Edit Header List." Select this, and add a new header named X-Priority. Then, create a rule that looks like this:

If ANY of the following conditions are met:
X-Priority Contains High
X-Priority Contains 1
X-Priority Contains 2
Perform the following actions:
Set Color of text [to red, or whatever you like]

Click "OK" and you should be all set. Now you can be urgent with the best of them!

MailPriority is only designed to give a message *you send* a priority - to let the receiver know whether it is an important message. You can however not mark messages you *receive* with a priority-flag. I know this would be nice, too.
(dave-author-of-mailpriority)

I'm using rules to flag messages with the X-Priority high or low as described in this hint ... works great!

However, I'm using an IMAP account and only storing local copies of messages I read. I suspect then, that Mail.app doesn't download the entire message before I've read it, and the set of headers it downloads doesn't include the X-Priority header. Because of this, I have to read a message first before the priority rule kicks in and changes the color of the message.

This kinda defeats the purpose: I'd prefer to glance at my messages and see the high priority messages standing out. Any ideas?